3 papers
stat.CO2026
Bayesian Inference for Partially Observed McKean-Vlasov SDEs with Full Distribution Dependence
Ning Ning, Amin Wu
McKean-Vlasov stochastic differential equations (MVSDEs) describe systems whose dynamics depend on both individual states and the population distribution, and they arise widely in…
stat.CO2025
Bayesian Parameter Estimation for Partially Observed McKean-Vlasov Diffusions Using Multilevel Markov chain Monte Carlo
Ajay Jasra, Amin Wu
In this article we consider Bayesian estimation of static parameters for a class of partially observed McKean-Vlasov diffusion processes with discrete-time observations over a fixe…
stat.ME2025
Bayesian Inference for Non-Synchronously Observed Diffusions
Ajay Jasra, Kengo Kamatani, Amin Wu
We consider the problem of Bayesian inference for bi-variate data observed in time but with observation times which occur non-synchronously. In particular, this occurs in a wide va…